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Upside and Downside Beta Portfolio Construction: A Different Approach to Risk Measurement and Portfolio Construction

https://doi.org/10.2139/ssrn.2612235
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9/9 checkable references clean · checked 2026-08-28

Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

2 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.

The 9 checked references that resolve
resolves10.1093/rfs/hhj035
Downside Risk
resolves10.1111/0022-1082.00226
Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors
resolves10.2139/ssrn.2408231
What Risk Factors Matter to Investors? Evidence from Mutual Fund Flows
resolves10.1016/j.iref.2005.03.003
Mean-semivariance behavior: Downside risk and capital asset pricing
resolves10.3905/jpm.1996.409557
Reports of Beta's Death Have Been Greatly Exaggerated
resolves10.1086/261737
Experimental Tests of the Endowment Effect and the Coase Theorem
resolves10.1086/294632
The Variation of Certain Speculative Prices
resolves10.2307/2975974
Portfolio Selection
resolves10.2307/2937956
Loss Aversion in Riskless Choice: A Reference-Dependent Model
The 2 references without a DOI — listed, not checked
no DOI — not checkedref4
no DOI — not checkedref10
What this badge says. CiteStamped means the CHECKABLE references of this work were clean at the dated check: each resolved to a known work in a public registry, and none carried a retraction notice at that time. It says nothing about the quality, findings, or importance of the work itself, and nothing about references deposited without a DOI.

checked 2026-08-28 — re-checked daily as this page is visited; titles and statuses come from Crossref and DataCite and are not part of the signed record

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